FT VEST U.S. EQUITY DEEP BUFFER ETF - DECEMBER
Symbol: DDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 17/07/2026
Current price: $47.47
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.74%
Ann. -17.75% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
-2.246
VaR 95%
-0.91%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.77%
Ann. -5.90% (Sharpe / Sortino numerator)
Volatility
7.48%
Sharpe ratio
-1.274
VaR 95%
-0.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.72%
Ann. 3.30% (Sharpe / Sortino numerator)
Volatility
6.47%
Sharpe ratio
-0.051
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.65%
Ann. 12.90% (Sharpe / Sortino numerator)
Volatility
8.63%
Sharpe ratio
1.074
VaR 95%
-0.78%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.40%
Ann. 9.20% (Sharpe / Sortino numerator)
Volatility
7.43%
Sharpe ratio
0.750
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
39.67%
Ann. 11.64% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
1.129
VaR 95%
-0.71%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.048%
Best day
1.56%
Worst day
-1.18%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $47.51 | $47.59 | $47.41 | $47.47 | 4,900 |
| 16/07/2026 | $47.70 | $47.70 | $47.59 | $47.64 | 3,300 |
| 15/07/2026 | $47.73 | $47.74 | $47.64 | $47.70 | 4,500 |
| 14/07/2026 | $47.58 | $47.67 | $47.56 | $47.66 | 6,400 |
| 13/07/2026 | $47.59 | $47.59 | $47.54 | $47.56 | 3,100 |
| 10/07/2026 | $47.61 | $47.66 | $47.56 | $47.65 | 4,900 |
| 09/07/2026 | $47.42 | $47.58 | $47.42 | $47.55 | 19,100 |
| 08/07/2026 | $47.43 | $47.44 | $47.33 | $47.40 | 9,200 |
| 07/07/2026 | $47.57 | $47.57 | $47.38 | $47.46 | 4,900 |
| 06/07/2026 | $47.43 | $47.55 | $47.43 | $47.52 | 7,000 |